Dynamical systems method for solving ill-conditioned linear algebraic systems (Q969397)

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Dynamical systems method for solving ill-conditioned linear algebraic systems
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    Dynamical systems method for solving ill-conditioned linear algebraic systems (English)
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    7 May 2010
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    The authors introduce a new iterative scheme to solve a large class of ill-conditioned linear systems, resorting to the new method called Dynamical Systems method (DSM). It consists of solving a convenient Cauchy problem related to the given system. The paper provides an a posteriori stopping rule and a proof of convergence of the solution. Some numerical examples are presented. Results are compared to those obtained by variational regularization and appear very good, in particular for Fredholm integral equations of the first kind.
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    Hilbert matrix
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    Fredholm integral equations of the first kind
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    iterative regularisation
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    variational regularisation
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    discrepancy principle
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    dynamical systems method
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    ill-conditioned linear systems
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    numerical examples
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